Anic Equity¶

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Total return since start: 0.619 %¶

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Equity now: -----------------------------> 49452.48 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45390.94 Kr¶

PnL: ---------------------------------------> 334.94 Kr¶

DD now: ---------------------------------> -6.905 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:46:05.647096'

Anic Portfolio¶

Today¶

Return: -0.535 %¶

This Week¶

Return: 0.303 %¶

Total portfolio value¶

Return including deposits: 61.895 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.080000 1666.440000 197.440000 13.440000 1468.999998
Orrön Energy 180 1.510000 2235.600000 192.600000 9.430000 2043.000000
Sedana Medical 93 -2.520000 2594.700000 73.700000 2.920000 2521.000011
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Platzer Fastigheter Holding B 12 -0.710000 1012.800000 51.800000 5.390000 960.999996
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -0.950000 830.800000 38.800000 4.900000 792.000000
Sagax B 4 -0.620000 891.600000 37.600000 4.400000 854.000000
JM 6 -0.270000 900.000000 36.000000 4.170000 864.000000
Hexatronic Group 12 -0.050000 1001.280000 34.280000 3.540000 966.999996
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
OX2 13 1.430000 968.500000 18.500000 1.950000 949.999999
VEF 909 -2.190000 1867.090000 17.090000 0.920000 1850.000436
Bilia A 8 -0.260000 913.600000 13.600000 1.510000 900.000000
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
HEXPOL B 9 0.530000 1033.200000 12.200000 1.190000 1020.999996
Gränges 9 -0.290000 939.600000 11.600000 1.250000 927.999999
Byggmax Group 33 -0.880000 964.920000 8.920000 0.930000 956.000001
BioGaia B 8 -1.350000 937.600000 7.600000 0.820000 930.000000
Clas Ohlson B 12 -0.850000 975.600000 2.600000 0.270000 972.999996
AcadeMedia 8 -0.490000 404.400000 2.400000 0.600000 402.000000
ASSA ABLOY B 3 0.040000 780.000000 1.000000 0.130000 779.000001
EQT 4 -1.200000 826.400000 -5.600000 -0.670000 832.000000
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -0.080000 917.500000 -22.500000 -2.390000 940.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Addnode Group B 11 -0.670000 895.950000 -25.050000 -2.720000 921.000003
Indutrade 5 -0.380000 1185.500000 -32.500000 -2.670000 1218.000000
Latour B 4 -0.440000 812.400000 -44.600000 -5.200000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Bufab 3 -0.740000 1042.800000 -66.200000 -5.970000 1109.000001
Hexagon B 26 -1.440000 3383.900000 -77.100000 -2.230000 3461.000010
INVISIO 16 -0.440000 3600.000000 -89.000000 -2.410000 3689.000000
BHG Group 97 -1.120000 1365.760000 -93.240000 -6.390000 1458.999989
TOTAL 45390.940000 334.940000 -6.90483% 45056.000411

Updated:¶

'2023-07-05 09:46:22.505241'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶